public override void onMessage(QuickFix42.OrderCancelReject message, SessionID session)
{
OrderCancelReject reject = new OrderCancelReject();
// required fields
reject.TransactTime = Clock.Now;
reject.OrderID = message.getOrderID().getValue();
reject.ClOrdID = message.getClOrdID().getValue();
reject.OrigClOrdID = message.getOrigClOrdID().getValue();
(reject as FIXOrderCancelReject).OrdStatus = message.getOrdStatus().getValue();
(reject as FIXOrderCancelReject).CxlRejResponseTo = message.getCxlRejResponseTo().getValue();
(reject as FIXOrderCancelReject).CxlRejReason = message.getCxlRejReason().getValue();
// optional fields
if (message.isSetSecondaryOrderID())
{
reject.SecondaryOrderID = message.getSecondaryOrderID().getValue();
}
if (message.isSetAccount())
{
reject.Account = message.getAccount().getValue();
}
if (message.isSetText())
{
reject.Text = message.getText().getValue();
}
// event
provider.EmitOrderCancelReject(reject);
}
public void OnOrderCancelReject(object sender, OrderCancelRejectEventArgs e)
{
if (OrderCancelReject != null)
{
QuickFix42.OrderCancelReject sourceCancelReject = e.OrderCancelReject;
try
{
SmartQuant.FIX.OrderCancelReject cancelReject = new OrderCancelReject();
cancelReject.OrigClOrdID = sourceCancelReject.getOrigClOrdID().getValue();
cancelReject.ClOrdID = sourceCancelReject.getClOrdID().getValue();
cancelReject.OrderID = sourceCancelReject.getOrderID().getValue();
cancelReject.CxlRejReason = CxlRejReason.TooLateToCancel; //因国信没有详细撤单原因说明，暂且设置为这个。
cancelReject.CxlRejResponseTo = CxlRejResponseTo.CancelRequest; //因国信不支持订单取消替换，故只有此种错误类型。
cancelReject.Text = sourceCancelReject.getText().getValue();
OrderCancelReject(this, new SmartQuant.FIX.OrderCancelRejectEventArgs(cancelReject));
}
catch (Exception ex)
{
EmitError(-1, -1, ex.Message);
}
}
}